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General purpose intelligent learning agents cycle through (complex,non-MDP) sequences of observations, actions, and rewards. On the other hand, reinforcement learning is well-developed for small finite state Markov Decision Processes…

Artificial Intelligence · Computer Science 2009-12-30 Marcus Hutter

The events of the last few years revealed an acute need for tools to systematically model and analyze large financial networks. Many applications of such tools include the forecasting of systemic failures and analyzing probable effects of…

Computational Finance · Quantitative Finance 2012-09-19 Zhang Li , Ilya Pollak

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Methodology · Statistics 2018-03-20 Longshaokan Wang , Eric B. Laber , Katie Witkiewitz

Traditionally, Reinforcement Learning (RL) aims at deciding how to act optimally for an artificial agent. We argue that deciding when to act is equally important. As humans, we drift from default, instinctive or memorized behaviors to…

Machine Learning · Computer Science 2022-03-17 Alexis Jacq , Johan Ferret , Olivier Pietquin , Matthieu Geist

We consider a problem in which a single repairer is responsible for the maintenance and repair of a collection of machines, positioned at different locations on a network of nodes and edges. Machines deteriorate according to stochastic…

Optimization and Control · Mathematics 2026-02-24 Dongnuan Tian , Rob Shone

Critical infrastructure systems such as electric power networks, water networks, and transportation systems play a major role in the welfare of any community. In the aftermath of disasters, their recovery is of paramount importance; orderly…

Artificial Intelligence · Computer Science 2019-10-22 Yugandhar Sarkale , Saeed Nozhati , Edwin K. P. Chong , Bruce R. Ellingwood

We investigate the problem of designing optimal stealthy poisoning attacks on the control channel of Markov decision processes (MDPs). This research is motivated by the recent interest of the research community for adversarial and poisoning…

Systems and Control · Electrical Eng. & Systems 2021-09-16 Alessio Russo , Alexandre Proutiere

A diagnostic policy specifies what test to perform next, based on the results of previous tests, and when to stop and make a diagnosis. Cost-sensitive diagnostic policies perform tradeoffs between (a) the cost of tests and (b) the cost of…

Artificial Intelligence · Computer Science 2012-07-19 Valentina Bayer-Zubek

Markov decisions processes (MDPs) are becoming increasing popular as models of decision theoretic planning. While traditional dynamic programming methods perform well for problems with small state spaces, structured methods are needed for…

Artificial Intelligence · Computer Science 2013-01-30 Jesse Hoey , Robert St-Aubin , Alan Hu , Craig Boutilier

Factored Markov decision processes (MDPs) are a prominent paradigm within the artificial intelligence community for modeling and solving large-scale MDPs whose rewards and dynamics decompose into smaller, loosely interacting components.…

Optimization and Control · Mathematics 2024-04-03 Huikang Liu , Wolfram Wiesemann , Man-Chung Yue

In this paper authors are going to present a Markov Decision Process (MDP) based algorithm in Industrial Internet of Things (IIoT) as a safety compliance layer for human in loop system. Though some industries are moving towards Industry 4.0…

Computers and Society · Computer Science 2018-11-30 Abhisek Das , Satanik Panda , Suman Datta , Soumitra Naskar , Pratep Misra , Tanushyam Chattopadhyay

This work studies a multi-agent Markov decision process (MDP) that can undergo agent dropout and the computation of policies for the post-dropout system based on control and sampling of the pre-dropout system. The central planner's…

Systems and Control · Electrical Eng. & Systems 2024-09-24 Carmel Fiscko , Soummya Kar , Bruno Sinopoli

An algorithmic decision-maker incentivizes people to act in certain ways to receive better decisions. These incentives can dramatically influence subjects' behaviors and lives, and it is important that both decision-makers and…

Machine Learning · Computer Science 2019-10-15 Yonadav Shavit , William S. Moses

Value decomposition has long been a fundamental technique in multi-agent dynamic programming and reinforcement learning (RL). Specifically, the value function of a global state $(s_1,s_2,\ldots,s_N)$ is often approximated as the sum of…

Machine Learning · Computer Science 2025-11-14 Shuze Chen , Tianyi Peng

Reinforcement Learning (RL) has gained substantial attention across diverse application domains and theoretical investigations. Existing literature on RL theory largely focuses on risk-neutral settings where the decision-maker learns to…

Machine Learning · Computer Science 2024-12-24 Zhengqi Wu , Renyuan Xu

Markov chains are the de facto finite-state model for stochastic dynamical systems, and Markov decision processes (MDPs) extend Markov chains by incorporating non-deterministic behaviors. Given an MDP and rewards on states, a classical…

Logic in Computer Science · Computer Science 2024-11-13 Krishnendu Chatterjee , Laurent Doyen

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

Decision makers, such as doctors and judges, make crucial decisions such as recommending treatments to patients, and granting bails to defendants on a daily basis. Such decisions typically involve weighting the potential benefits of taking…

Artificial Intelligence · Computer Science 2016-10-25 Himabindu Lakkaraju , Cynthia Rudin

Markov Decision Processes (MDPs) offer a fairly generic and powerful framework to discuss the notion of optimal policies for dynamic systems, in particular when the dynamics are stochastic. However, computing the optimal policy of an MDP…

Systems and Control · Electrical Eng. & Systems 2024-07-24 Dirk Reinhardt , Akhil S. Anand , Shambhuraj Sawant , Sebastien Gros

A Markov decision process (MDP) framework is adopted to represent ensemble control of devices with cyclic energy consumption patterns, e.g., thermostatically controlled loads. Specifically we utilize and develop the class of MDP models…

Systems and Control · Computer Science 2017-10-24 Michael Chertkov , Vladimir Y. Chernyak , Deepjyoti Deka